+32.0%
MRK vs MSTU
-87.2%
+119.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.6% |
| 7D | -2.7% | +12.9% | -15.6% | -2.7% |
| 30D | +12.7% | +68.3% | -55.7% | +12.8% |
| 3M | +24.2% | +0.4% | +23.9% | +24.2% |
| 6M | +27.8% | -41.5% | +69.3% | +27.7% |
| YTD | +42.2% | -61.7% | +103.9% | +41.8% |
| 1Y | +80.2% | -93.7% | +173.9% | +77.7% |
| All | +32.0% | -87.2% | +119.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling